NYMEX Light Sweet Crude Oil Future April 2016

Trading Metrics calculated at close of trading on 27-Oct-2015

Day Change Summary
	Previous	Current
	26-Oct-2015	27-Oct-2015	Change	Change %	Previous Week
Open	47.80	46.85	-0.95	-2.0%	50.28
High	47.97	46.85	-1.12	-2.3%	50.28
Low	46.77	45.79	-0.98	-2.1%	47.34
Close	47.08	46.26	-0.82	-1.7%	47.61
Range	1.20	1.06	-0.14	-11.7%	2.94
ATR	1.46	1.45	-0.01	-0.8%	0.00
Volume	14,903	12,426	-2,477	-16.6%	78,729

Daily Pivots for day following 27-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	49.48	48.93	46.84
R3	48.42	47.87	46.55
R2	47.36	47.36	46.45
R1	46.81	46.81	46.36	46.56
PP	46.30	46.30	46.30	46.17
S1	45.75	45.75	46.16	45.50
S2	45.24	45.24	46.07
S3	44.18	44.69	45.97
S4	43.12	43.63	45.68

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.23	55.36	49.23
R3	54.29	52.42	48.42
R2	51.35	51.35	48.15
R1	49.48	49.48	47.88	48.95
PP	48.41	48.41	48.41	48.14
S1	46.54	46.54	47.34	46.01
S2	45.47	45.47	47.07
S3	42.53	43.60	46.80
S4	39.59	40.66	45.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.72	45.79	2.93	6.3%	1.08	2.3%	16%	False	True	14,998
10	50.43	45.79	4.64	10.0%	1.10	2.4%	10%	False	True	13,736
20	53.35	45.79	7.56	16.3%	1.43	3.1%	6%	False	True	12,294
40	53.35	45.79	7.56	16.3%	1.58	3.4%	6%	False	True	10,227

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	51.36
2.618	49.63
1.618	48.57
1.000	47.91
0.618	47.51
HIGH	46.85
0.618	46.45
0.500	46.32
0.382	46.19
LOW	45.79
0.618	45.13
1.000	44.73
1.618	44.07
2.618	43.01
4.250	41.29

Fisher Pivots for day following 27-Oct-2015
Pivot	1 day	3 day
R1	46.32	47.26
PP	46.30	46.92
S1	46.28	46.59

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These figures are updated between 7pm and 10pm EST after a trading day.

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